+82.8%
DBE vs SPY
+663.4%
-580.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.9% |
| 7D | -7.8% | +0.1% | -7.9% | -8.1% |
| 30D | -6.7% | -3.3% | -3.4% | -5.4% |
| 3M | +19.7% | -2.4% | +22.2% | +20.6% |
| 6M | +13.3% | +2.6% | +10.7% | +10.8% |
| YTD | +101.7% | +11.2% | +90.5% | +87.8% |
| 1Y | +90.4% | +13.4% | +77.0% | +75.4% |
| 3Y | +90.6% | +79.9% | +10.7% | +35.2% |
| 5Y | +121.6% | +72.2% | +49.4% | +58.3% |
| 10Y | +252.8% | +307.3% | -54.6% | +52.6% |
| All | +82.8% | +663.4% | -580.6% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling